Pages that link to "Item:Q389062"
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The following pages link to Hedging of game options with the presence of transaction costs (Q389062):
Displaying 7 items.
- Duality and convergence for binomial markets with friction (Q354186) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- LIMIT THEOREMS FOR PARTIAL HEDGING UNDER TRANSACTION COSTS (Q2875729) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
